2018 and still exists, its pretty safe to say now that this is a feature and not a bug that will ever get fixed.
Yeah there only seems to be odd workaround and way for dynamic worlds with bigger more intricate particle systems that might overlap and different fog settings accomodating dynamic day and night etc. I really hope Epic fixes this eventually!
You have to enable compute fog per pixel in the material settings
Thats great, works. Inside the material,go to translucency, check compute fog per pixel. All the other fixes mentioned above didnt work for me.